Senior Quant Researcher | AI-Native Systematic Equity Fund

Selby Jennings; San Francisco (CA); On-site; USD 220,000 - 300,000; Full time

Benefits offered by this job

Meaningful equity

Job summary

Selby Jennings is seeking a senior quantitative researcher to define and encode what good research judgment looks like. This AI-native, market-neutral equity fund emphasizes producing alpha with rigorous backtesting and live deployment.

You will own end-to-end research—from idea generation to production and monitoring—while shaping research systems and decisions about data sources, datasets, and models. Equity is foundational, with meaningful ownership in the venture-backed venture.

Qualifications

• PhD or equivalent demonstrated experience in a quantitative field.
• 7+ years of quantitative research experience at one or more firms.
• Experience researching strategies that traded meaningful capital in live markets.
• Broad exposure across alpha research, risk modeling, and portfolio construction.
• Strong statistical judgment and understanding of overfitting in financial research.
• Comfortable owning research end-to-end in Python.

Responsibilities

• Find new sources of alpha across different time horizons and data types.
• Improve portfolio risk measurement and build checks to identify problems early.
• Refine portfolio construction and identify unintended effects of assumptions.
• Decide which datasets are worth buying or building.
• Take research from idea through testing, production, and ongoing monitoring.
• Write clear research reports that explain findings and influence decisions.

Skills

Python

Quantitative research

Statistical judgment

Alpha research

Risk modeling

Portfolio construction

Data sources

Education

PhD in mathematics, statistics, physics, or computer science

Job description

We are working with an AI-native, market-neutral equity fund that has taken a different approach to growth. Instead of simply scaling headcount, the firm is building AI that can run large parts of the quantitative research process itself. This is already being used in production today, rather than sitting on a future roadmap.

The firm is now looking to take this further by hiring a senior quantitative researcher who can help define and encode what good research judgment looks like.

This is a small, flat organization offering meaningful equity. They want someone senior enough to understand which signals genuinely hold up, which backtests may be overfit, where risk models can break down, and where the market is truly inefficient rather than simply noisy. That judgment will help shape the research systems the firm builds going forward.

What you’ll work on:

• Finding new sources of alpha across different time horizons and data types
• Improving how portfolio risk is measured and building checks that identify problems before they impact performance
• Refining portfolio construction and optimization, including identifying assumptions or constraints that may be having unintended effects
• Helping decide which datasets are worth buying or building
• Taking research from initial idea through testing, production, and ongoing monitoring
• Writing clear research reports that explain your findings and influence investment decisions

Who they want:

• PhD in mathematics, statistics, physics, computer science, or a similarly quantitative discipline, or equivalent demonstrated experience
• 7+ years of quantitative research experience, ideally across more than one firm
• Experience researching strategies that have traded meaningful capital in live markets
• Broad exposure across alpha research, risk modeling, and portfolio construction, rather than expertise in only one narrow area
• Strong statistical judgment and a clear understanding of how overfitting occurs in financial research
• Comfortable owning research end to end in Python

Nice to have:

Experience in systeamatic equity research and portfolio management.